Eleonora Salzmann

Enterprise-Wide Stress Test - development and implementation: - Stress test scenarios design (including macroeconomic and idiosyncratic components). - ICAAP, capital planning, RWA calculation processes. - Development of a stress-testing tool. - Presentation of the results. IRRBB-Implementation Project: - Development of a toolset for the results driver analysis of IRRBB risk measures. - Methodological and technical detailed validation of IRRBB results at the portfolio / single transaction level.

Financial & Capital Risk Management: - Stress Tests in accordance with EBA Stress Test-Guidelines 2016/2018 (NII, Operational risk); - Review of bank's trading algorithms in accordance with German Securities Trading Act (WpHG); - Artificial Intelligence & Machine Learning: participation in an internal innovation project.

Financial & Capital Risk Management: - Stress Tests (dry run) in accordance with EBA Stress Test- Guidelines 2016/2018 (NII, Operational risk); - Derivative pricing (re-pricing) within the year-end audit of financial statement (CDS, Options, Swaptions, CCY Swaps, Commodity Forwards, etc.); - Development of a sensitivity based approach tool to model/assess capital requirements in accordance with standardised approach.

Financial & Capital Risk Management: - Modeling of market risks of a portfolio of a non-state pension fund, including FX and interest rate risk; - Development of credit risk and liquidity models for non-state pension fund; - Development of financial models @Risk (e.g. modelling of EBITDA-at-Risk); - Hedging of FX-Risk; - Assessment and modelling of open currency position of an international gold and metal mining company.

Financial & Capital Risk Management: - Development of market risk models and corresponding regulatory documents for non-state pension fund; - Capital requirements/ICAAP: development of internal policies and regulatory documents for non-credit financial Institution; - Assessment of a client's existing risk management capabilities based on Deloitte Risk Intelligence Maturity Model. A tool was developed and customized for the specifics of the client.

- Major markets demand modeling & export-import flows analysis. Targeted market sector analysis (Rails & railway products). - Market competitive situation and customer requirements analysis. Division strategy development

- Analysed overall situation and trends on the targeted market sector (Oil & gas, mining). - Composed and maintained target profile and the industry's clients list. - Participated in negotiations including preparation of proposals and contracts.

- Coordinated services and analytical activities with clients and company resources through effective teamwork and communications. - Created and maintained detailed project plans and proposals, scope documents, specifications (technical and functional), project schedules,change requests, comments workflow, risk assessment.

Relevant modules: Advanced investment management, International banking and risk management, Behavioural finance, Applied econometrics.

Relevant modules: Advanced econometrics, Corporate risk management, Advanced corporate finance, Advanced corporate valuation, Financial modelling, Consolidated financial statement.

Relevant modules: Higher mathematics, Theory of probability and mathematical statistics, Models and methods of data analysis in sociological research, Social statistics, Research methodology in social and behavioural sciences.